Quantitative Methods for Finance

Introduction

Quantitative methods plays an important role both for learning finance and for finance in practice. This course lays the foundations for the understanding of quantitative methods most commonly used in finance worldwide. Applying quantitative methods relies on software. In this course, you will use R programming as a tool to apply quantitative methods. R is a programming language that will be used in the rest of the Master program.

Course content

Part I: Mathematics

• Calculus
• Linear algebra
• Optimization

Part II: Fundamentals of statistics

• Probability theory
• Descriptive statistics
• Sampling and estimation
• Hypothesis testing

Part III: Regression analysis

• Linear regression
• Issues in regression analysis

Disclaimer

This is an excerpt from the complete course description for the course. If you are an active student at BI, you can find the complete course descriptions with information on eg. learning goals, learning process, curriculum and exam at portal.bi.no. We reserve the right to make changes to this description.